+506.0%
JPM vs MPC
+1,165.8%
-659.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +0.7% |
| 7D | +0.4% | -9.4% | +9.9% | +3.7% |
| 30D | +2.7% | -14.3% | +17.0% | +7.8% |
| 3M | -3.8% | +31.1% | -34.9% | -13.8% |
| 6M | +14.3% | +60.3% | -46.0% | -5.5% |
| YTD | +8.2% | +142.5% | -134.3% | -24.4% |
| 1Y | +11.0% | +104.6% | -93.6% | -17.6% |
| 3Y | +152.7% | +191.7% | -39.1% | +58.2% |
| 5Y | +130.8% | +549.2% | -418.4% | +0.8% |
| 10Y | +506.0% | +1,106.2% | -600.2% | +88.2% |
| All | +506.0% | +1,165.8% | -659.8% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling